Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$189M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$180M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$163M |
| 4 |
iShares MSCI Japan ETF
EWJ
|
+$102M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$101M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WisdomTree Europe Hedged Equity Fund
HEDJ
|
+$167M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$164M |
| 3 |
BP
BP
|
+$124M |
| 4 |
Vodafone
VOD
|
+$118M |
| 5 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$96M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 2.16% |
| 2 | Consumer Staples | 1.76% |
| 3 | Consumer Discretionary | 1.61% |
| 4 | Technology | 1.53% |
| 5 | Energy | 1.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
626
Hormel Foods
HRL
$14.4B
| $4.46M | 0.03% |
103,234
-776
| -0.7% | -$32.3K |
|
|
LFC
627
DELISTED
China Life Insurance Company Ltd.
LFC
| $4.46M | 0.03% |
363,152
+281,982
| +347% | +$3.4M |
|
|
WFM
628
PUT
DELISTED
Whole Foods Market Inc
WFM
| $4.45M | 0.02% |
142,900
+112,300
| +367% | +$3.51M |
|
|
ISZE
629
DELISTED
iShares MSCI Intl Size Factor ETF
ISZE
| $4.44M | 0.02% |
199,835
| – | – |
|
|
RUSS
630
CALL
DELISTED
Direxion Daily Russia Bear 3x Shares
RUSS
| $4.44M | 0.02% |
45,660
+14,800
| +48% | +$2.52M |
|
631
CALL
Signet Jewelers
SIG
$3.76B
| $4.42M | 0.02% |
35,600
+33,700
| +1,774% | +$3.83M |
|
632
CALL
Delta Air Lines
DAL
$57.9B
| $4.41M | 0.02% |
90,600
+39,600
| +78% | +$1.85M |
|
633
PUT
Adobe
ADBE
$103B
| $4.4M | 0.02% |
46,900
-6,100
| -12% | -$529K |
|
634
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $4.39M | 0.02% |
24,880
+15,838
| +175% | +$2.64M |
|
635
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$135M
| $4.39M | 0.02% |
84,000
+69,975
| +499% | +$2.79M |
|
636
PepsiCo
PEP
$198B
| $4.37M | 0.02% |
42,607
+20,217
| +90% | +$2M |
|
637
Wells Fargo
WFC
$258B
| $4.37M | 0.02% |
+90,266
| New | +$4.42M |
|
638
PUT
ProShares UltraShort Real Estate
SRS
$14.7M
| $4.35M | 0.02% |
13,838
+2,088
| +18% | +$788K |
|
|
AET
639
CALL
DELISTED
Aetna Inc
AET
| $4.35M | 0.02% |
38,700
+36,800
| +1,937% | +$3.94M |
|
|
ESRX
640
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $4.34M | 0.02% |
63,200
+19,800
| +46% | +$1.42M |
|
|
WP
641
CALL
DELISTED
Worldpay, Inc.
WP
| $4.33M | 0.02% |
+80,400
| New | +$3.93M |
|
|
SDRL
642
DELISTED
Seadrill Limited Common Stock
SDRL
| $4.33M | 0.02% |
4,897
+3,735
| +321% | +$2.69M |
|
|
RTN
643
PUT
DELISTED
Raytheon Company
RTN
| $4.3M | 0.02% |
35,100
+25,800
| +277% | +$3.18M |
|
644
CALL
iShares Russell 1000 Growth ETF
IWF
$118B
| $4.29M | 0.02% |
172,000
+116,800
| +212% | +$2.76M |
|
645
CALL
General Mills
GIS
$20.4B
| $4.29M | 0.02% |
67,700
+61,100
| +926% | +$3.55M |
|
|
VMW
646
PUT
DELISTED
VMware, Inc
VMW
| $4.28M | 0.02% |
81,900
+69,200
| +545% | +$3.43M |
|
|
BSJK
647
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
| $4.27M | 0.02% |
187,192
-28,708
| -13% | -$639K |
|
648
CALL
AbbVie
ABBV
$470B
| $4.23M | 0.02% |
74,100
+30,600
| +70% | +$1.71M |
|
|
649
PUT
iShares Russell 1000 Growth ETF
IWF
$118B
| $4.23M | 0.02% |
169,600
-23,600
| -12% | -$558K |
|
|
650
PUT
Wells Fargo
WFC
$258B
| $4.2M | 0.02% |
86,800
+34,600
| +66% | +$1.69M |
|
Similar funds
Jane Street's Q1 2016 Portfolio in Review
As of Q1 2016, Jane Street held 5,154 positions worth $17.8B, up 11% from $16.1B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Jane Street deployed $1.95B of net new capital in Q1 2016, opening 1,230 new positions and adding to 1,447 existing holdings. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 2,052,373 shares worth $168M.
By sector, the portfolio is most concentrated in Healthcare at 2.2% of assets, down from 2.4% a quarter earlier, followed by Consumer Staples and Consumer Discretionary.
On the sell side, the largest reduction was WisdomTree Europe Hedged Equity Fund, an estimated $167M trimmed.
- Jane Street's largest Q1 2016 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 2,052,373 shares worth $168M.
- Jane Street added most to iShares MSCI EAFE ETF in Q1 2016, an estimated $189M increase.
- Jane Street's biggest Q1 2016 reduction was WisdomTree Europe Hedged Equity Fund, cutting an estimated $167M.
- Jane Street fully exited Vodafone in Q1 2016, selling an estimated $118M.
- Jane Street's ten largest holdings make up 14% of its $17.8B portfolio in Q1 2016.
- Jane Street opened 1,230 new positions and closed 1,161 in Q1 2016.
- Jane Street's portfolio value rose 11% quarter-over-quarter to $17.8B.
Based on Jane Street's 13F filing for Q1 2016, filed 17 May 2016.